-21.0%
BSX vs XYZ
+46.5%
-67.6%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.4% | -3.7% | -4.1% |
| 7D | -8.2% | -5.2% | -3.0% | -7.8% |
| 30D | -15.8% | 0.0% | -15.8% | -15.8% |
| 3M | -10.8% | +18.7% | -29.5% | -12.2% |
| 6M | -38.4% | +20.5% | -58.9% | -39.6% |
| YTD | -54.8% | +21.5% | -76.3% | -55.8% |
| 1Y | -59.0% | +7.2% | -66.3% | -59.5% |
| All | -21.0% | +46.5% | -67.6% | -28.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded XYZ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling